+104.6%
SPG vs FRSH
-72.0%
+176.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.9% |
| 7D | 0.0% | -10.1% | +10.1% | +1.6% |
| 30D | -4.9% | +2.2% | -7.1% | -5.4% |
| 3M | +3.3% | +28.6% | -25.3% | -1.0% |
| 6M | +11.2% | +40.2% | -29.0% | +4.5% |
| YTD | +17.1% | -1.2% | +18.3% | +15.6% |
| 1Y | +21.6% | -7.9% | +29.5% | +21.2% |
| 3Y | +111.9% | -44.7% | +156.6% | +123.3% |
| All | +104.6% | -72.0% | +176.6% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling